Probabilistic coherence and proper scoring rules
classification
📊 stat.ML
keywords
coherenceforecastsprobabilisticproperscoringtheoremachievedappears
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We provide self-contained proof of a theorem relating probabilistic coherence of forecasts to their non-domination by rival forecasts with respect to any proper scoring rule. The theorem appears to be new but is closely related to results achieved by other investigators.
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